+220.5%
CSCO vs FROG
+21.7%
+198.8%
-36.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-08 to 2026-09-08.
| Period | Portfolio | FROG | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.0% | +1.0% | 0.0% |
| 7D | -0.5% | -5.5% | +5.0% | -0.2% |
| 30D | -10.1% | -3.1% | -7.0% | -10.1% |
| 3M | -11.7% | +1.2% | -13.0% | -12.2% |
| 6M | +40.1% | +113.7% | -73.6% | +31.8% |
| YTD | +43.8% | +38.9% | +4.9% | +38.6% |
| 1Y | +66.6% | +72.0% | -5.4% | +57.5% |
| 3Y | +108.5% | +217.1% | -108.6% | +84.1% |
| 5Y | +114.0% | +130.6% | -16.6% | +88.0% |
| All | +220.5% | +21.7% | +198.8% | +187.9% |
Cumulative growth
Daily Returns
Daily percentage return beside FROG.
Daily Out/Under-Performance
Portfolio return minus FROG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FROG return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 2016-09-08 to 2026-09-08: compounded portfolio wealth divided by compounded FROG wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
2016-09-08 to 2026-09-08 analysis · Full analysis span regression · 6 months rolling